On each trading day, HKEX generates RPF for the margin calculation at Clearing House level for products cleared by HKCC and SEOCH. There are 3 types of RPF, namely

Intra-day RPF (i.e. rpi______-_____-__-_____-yymmdd-hhmm.lis),

Early RPF (i.e. rpp______-_____-__-_____-yymmdd.lis) and

Final RPF (i.e. rpf______-_____-__-_____-yymmdd.lis).

Intra-day RPF is used for intra-day margin calculation whereas both Early and Final RPF are for end-of-day margin calculation. Under normal circumstances, Intra-day RPF will be made available for download as soon as practicable after each intra-day margin call (if any). Early and Final RPF will be made available before System Input Cutoff Time of that particular trading day and before market open of the next trading day respectively. For the details of margining methodology, please refer to the Clearing House Margining Methodology – PRiME.

All RPF of the same trading day are compressed into a single zip file (i.e. RPF_yymmdd.zip). The details of RPF specification are available at the link to the Risk Parameter File Specifications.

HKEX and/or its subsidiaries endeavour to ensure the accuracy and reliability of the information provided, but do not guarantee its accuracy and reliability and accept no liability (whether in tort or contract or otherwise) for any loss or damage arising from any inaccuracy or omission or from any decision, action or non-action based on or in reliance upon information contained in this website.